+19.5%
FXI vs MULL
+2,620.5%
-2,601.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.4% | -6.7% | -1.5% |
| 7D | -2.8% | +14.8% | -17.6% | -3.4% |
| 30D | -5.3% | +36.6% | -41.9% | -6.8% |
| 3M | +0.3% | -8.9% | +9.2% | -1.6% |
| 6M | -4.6% | +311.9% | -316.5% | -17.0% |
| YTD | -9.1% | +579.8% | -588.9% | -24.5% |
| 1Y | -12.0% | +2,421.5% | -2,433.5% | -34.3% |
| All | +19.5% | +2,620.5% | -2,601.0% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MULL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling